If it's causally connected to the physical world, we can test exactly what force(s) it gives out upon other things. We can test how it reflects photons, and all sorts of other things. It would, in the end, have all the physical qualities we attribute to things in this universe, and then it would no longer be mysterious. If it affects us, we can measure that effect.

As to your question, what would I call it?

I'd probably call it a 'dryad'.